Anic Equity¶

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Total return since start: 0.587 %¶

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Equity now: -----------------------------> 48482.32 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46282.34 Kr¶

PnL: ---------------------------------------> -1939.91 Kr¶

DD now: ---------------------------------> -6.895 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:30:37.691612'

Anic Portfolio¶

Today¶

Return: 0.023 %¶

This Week¶

Return: 0.023 %¶

Total¶

Return: 58.719 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.040000 839.250000 141.250000 20.240000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -0.900000 2765.330000 43.330000 1.590000 2721.999993
Stillfront Group 38 -1.020000 718.390000 32.390000 4.720000 686.000016
MEKO 13 -1.390000 1573.000000 19.000000 1.220000 1554.000006
Vitec Software Group B 1 -0.890000 499.000000 14.000000 2.890000 485.000000
Tietoevry 2 -2.420000 645.600000 7.600000 1.190000 638.000000
G5 Entertainment 3 0.000000 574.800000 2.800000 0.490000 572.000001
Embracer Group B 14 -3.350000 686.560000 -2.440000 -0.350000 689.000004
SKF A 3 -3.960000 589.200000 -3.800000 -0.640000 593.000001
SKF B 3 -3.760000 591.600000 -4.400000 -0.740000 596.000001
Mycronic 3 -3.230000 646.200000 -5.800000 -0.890000 651.999999
ASSA ABLOY B 2 -1.140000 504.800000 -9.200000 -1.790000 514.000000
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
Avanza Bank Holding 2 -2.460000 499.600000 -11.400000 -2.230000 511.000000
Husqvarna A 7 -2.770000 615.300000 -17.700000 -2.800000 632.999997
Husqvarna B 7 -2.680000 616.280000 -23.720000 -3.710000 639.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Collector Bank 29 -5.350000 1203.360000 -30.640000 -2.480000 1233.999996
Fastighetsbolag. Emilshus Pref 21 -3.440000 530.250000 -31.750000 -5.650000 562.000005
Lagercrantz Group B 5 -0.780000 574.500000 -32.500000 -5.350000 607.000000
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Swedbank A 3 -2.760000 580.650000 -37.350000 -6.040000 618.000000
Rejlers B 6 -3.150000 921.600000 -40.400000 -4.200000 961.999998
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -0.970000 478.900000 -50.100000 -9.470000 529.000000
Dustin Group 18 -4.500000 611.640000 -58.360000 -8.710000 669.999996
Nordea Bank Abp 30 -3.970000 3702.600000 -60.400000 -1.610000 3762.999990
Viaplay Group B 4 -3.950000 963.200000 -73.800000 -7.120000 1037.000000
AFRY 3 -2.580000 520.500000 -74.500000 -12.520000 594.999999
Beijer Alma B 9 -1.690000 1831.500000 -122.500000 -6.270000 1953.999999
RVRC Holding 17 -2.570000 553.520000 -129.480000 -18.960000 683.000007
Fastighetsbolaget Emilshus B 23 1.110000 546.250000 -148.750000 -21.400000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.230000 3545.600000 -592.400000 -14.320000 4138.000000
TOTAL 46261.400000 -1960.850000 -6.93099% 48222.250041

Updated:¶

'2023-03-13 16:29:47.779603'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶